So I did the shiny Dialga event just now for my Black and Black Version 2, and I kept restarting both until the Dialga had a good nature. At the moment I have two Calm Dialgas (Lowered Attack for increased Special Defense). I haven't saved my games yet, so should I restart it or keep it? What other natures would you recommend?

It depends on what set you are running. If you are running a defensive set, calm would be fine. If Offensive in special, I would recommend modest. If Offensive Physical, I would recommend Adamant. If mixed, Mild. And the somewhat of a clown thing is the highest IV of the Pokemon, it varies.